1. Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data
- Author
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J. R. Kettenring, R. Gnanadesikan, and Bell Telephone
- Subjects
Statistics and Probability ,Estimation ,Multivariate statistics ,General Immunology and Microbiology ,Computer science ,Applied Mathematics ,Context (language use) ,General Medicine ,Exploratory analysis ,computer.software_genre ,General Biochemistry, Genetics and Molecular Biology ,Outlier ,Principal component analysis ,Anomaly detection ,Statistical dispersion ,Data mining ,General Agricultural and Biological Sciences ,computer - Abstract
SUMMARY The paper gives an overview of concepts and techniques pertaining to (i) the robust estimation of multivariate location and dispersion; (ii) the analysis of two types of multidimensional residuals-namely those that occur in the context of principal components analysis as well as the more familiar residuals associated with least squares fitting; and (iii) the detection of multiresponse outliers. The emphasis is on methods for informal exploratory analysis and the coverage is both a survey of existing techniques and an attempt to propose, tentatively, some new methodology which needs further investigation and development. Some examples of use of the methods are included.
- Published
- 1972